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Statistical Science

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Dr Yvo Pokern

PositionAssociate Professor
Phone (external)+44(0)20 7679 1855
Phone (internal)41855
Email(*)y.pokern
ThemesComputational Statistics,ÌýGeneral Theory and Methodology

*@ucl.ac.uk
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Biographical Details

I have been associate professor in Statistics at ¹û¶³Ó°Ôº since 2018. Previously, I was postdoctoral researcher working with Gareth Roberts and Wilfrid Kendall at Warwick University. Before that, I did my PhD in mathematics supervised by Andrew Stuart and a Masters at Paris XI with dissertation at the Max-Planck-Institute for Mathematics in the Sciences, Leipzig.Ìý

Research Interests

My work focuses on inference for diffusion processes including both parametric and nonparametric approaches with a particular interest in hypoelliptic diffusions and diffusions on manifolds. I also pursue Bayesian methodology, including Markov chain Monte Carlo and functional samplers. Recently, I got interested in statistical inference for Electron-Nuclear Double Resonance (ENDOR) Spectroscopy.

Present and Past Students

Mr Rajan Alexander,Mr Henrik Wiechers,Ìý

Ms Hanqing Cai (subsidiary supervision)

, now lecturer at the British University Vietnam

Dr Nurul Ain Binti Toha (subsidiary supervision)

Dr Shouto Yonekura (subsidiary supervision)

, now lecturer (education) at the ¹û¶³Ó°Ôº School of Management

, now working on Climate Modelling at Cervest

Dr Ah-Yeon Park (subsidiary supervision)

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Photo of Yvo Pokern
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Selected Publications

  • M.N. Bui, Y. Pokern and P. Dellaportas, Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices, .
  • Coullon, J., & Pokern, Y. Markov chain Monte Carlo for a hyperbolic Bayesian inverse problem in traffic flow modeling. (2022).
  • J. Wieditz, Y. Pokern, D. Schuhmacher, S. Huckemann, Characteristic and necessary minutiae in fingerprints, (2021).
  • M. Hiller, I. Tkach, H. Wiechers, B. Eltzner, S. Huckemann, Y. Pokern, M. Bennati, Distribution of H-beta Hyperfine Couplings in a Tyrosyl Radical Revealed by 263 GHz ENDOR Spectroscopy, (2021).
  • Y. Pokern, B. Eltzner, S. Huckemann, C. Beeken, J. Stubbe, I. Tkach, M. Bennati, M. Hiller, Statistical Analysis of ENDOR Spectra, (2021).
  • J. Heng, A. Doucet, Y. Pokern, Gibbs flow for approximate transport with applications to Bayesian computation, (2021).
  • O. Papaspiliopoulos, Y. Pokern, G. O. Roberts, A. M. Stuart, Nonparametric estimation of diffusions: a differential equations approach, .
  • Y. Pokern, A. M. Stuart, P. Wiberg, Parameter estimation for partially observed hypoelliptic diffusions, .